+966.1%
MELI vs FIVE
+483.6%
+482.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.3% |
| 7D | -4.3% | +0.6% | -4.8% | -4.5% |
| 30D | -1.7% | +3.0% | -4.7% | -2.8% |
| 3M | +20.0% | +23.2% | -3.2% | +12.1% |
| 6M | +9.4% | +9.2% | +0.3% | +4.9% |
| YTD | -5.4% | +28.1% | -33.5% | -13.8% |
| 1Y | -18.8% | +65.3% | -84.1% | -31.9% |
| 3Y | +33.5% | +49.4% | -15.9% | +5.8% |
| 5Y | +3.2% | +29.5% | -26.3% | -15.3% |
| All | +966.1% | +483.6% | +482.4% | +542.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling